An Optimal Control Approach to Designing Constant Gain Filters,

Abstract

The paper applies optimal control theory to designing constant gain filters which minimize a weighted average of the filtered variances. Uni-axial second order motion is studied in detail, and an example is given which indicates that a constant gain filter may be designed with performance comparable to a Kalman filter. An appendix is included which shows how the approach may be extended to higher order systems. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1972
Accession Number
AD0755798

Entities

People

  • Kitchener Clark Wilson

Organizations

  • University of California, Los Angeles

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Control Theory
  • Estimators
  • Filters
  • Kalman Filters
  • Mathematical Filters
  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Structural Dynamics.